07.06.2016 Opalesque Exclusive: Short-term behavioural CTA strategy beats S&P since 2013
Benedicte Gravrand, Opalesque Europe for New Managers:

A systematic strategy based on behavioural principles prides itself of having had low to zero correlation with the CTA, the hedge fund industry and the S&P500 index in a track record dating back to August 2013.

Murat Unluer and Kapil Rastogi, former traders at New York-based CTA R.G. Niederhoffer Capital Management and ISAM (Internati

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